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	param	t-stat
$ω$	1.4118	5.20
$α$	0.1513	5.31
$β$	0.2016	2.24
$γ_{1}$	0.3020	2.23
$γ_{2}$	-0.5251	-2.64
$γ_{3}$	0.2339	1.66
$γ_{4}$	0.0725	0.44
$γ_{5}$	-0.0405	-0.27
$γ_{6}$	-0.1521	-1.59
$γ_{7}$	0.0749	0.74
$γ_{8}$	0.1658	1.26
$γ_{9}$	-0.1554	-1.03
$γ_{10}$	0.0584	0.27

V-Lab

Guidehouse Inc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Guidehouse Inc Analyses